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derekbeaton / GSVD

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consider adding in checks for PSD #2

Closed derekbeaton closed 4 years ago

derekbeaton commented 5 years ago

Should the various matrices that should be at least positive semi definite be checked?

derekbeaton commented 4 years ago

well, they are there, now. but only for the weight matrices (sort of and by way of the sqrtpsd and invsqrtpsd functions). you do you when it comes to the data matrices